+61.0%
CIFR vs HUBB
+239.4%
-178.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.1% |
| 7D | -8.2% | -1.7% | -6.6% | -6.5% |
| 30D | -7.4% | -12.7% | +5.3% | +6.1% |
| 3M | -24.2% | -2.9% | -21.2% | -22.1% |
| 6M | +14.2% | -4.8% | +19.0% | +20.1% |
| YTD | +8.0% | +2.8% | +5.2% | +7.2% |
| 1Y | +55.5% | +3.5% | +52.0% | +54.3% |
| 3Y | +429.6% | +43.5% | +386.0% | +358.6% |
| 5Y | +20.8% | +154.2% | -133.4% | -20.1% |
| All | +61.0% | +239.4% | -178.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling